A Geometrical Framework for the Ranked Probability Score

Allan H. Murphy Advanced Study Program, National Center for Atmospheric Research, Boulder, Colo. 80303

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Carl-Axel S. Staël von Holstein Stanford Research Institute, SRI-Scandinavia, Stockholm, Sweden

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Abstract

A geometrical framework for the representation of cumulative forecasts and observations is described. The ranked probability score is shown to be the square of the distance between the points in this framework which represent a cumulative forecast and the relevant cumulative observation. The relationship between this framework and the geometrical framework for the probability score is indicated.

Abstract

A geometrical framework for the representation of cumulative forecasts and observations is described. The ranked probability score is shown to be the square of the distance between the points in this framework which represent a cumulative forecast and the relevant cumulative observation. The relationship between this framework and the geometrical framework for the probability score is indicated.

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